Last price paid | 0.28 | |
Change | -9.68% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 24.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +125.00% |
Year to date (YTD) | +409.09% |
1 month | -55.56% |
3 months | -66.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 376.75 |
Premium | 0.00% |
Premium p.a. | 0.14% |
Leverage | 15.67 |
Implied volatility | 0.33 |
ISIN | CH1281034343 |
Symbol | LON34Z |
Security | 128103434 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 450.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 17.10.2023 |
Premium | 0.27% |
Premium p.a. | 14.25% |
Leverage | 17.62 |
Implied volatility | 33.33% |
Moneyness | in-the-money |
Leverage | 15.6667 |
Delta | 0.8892 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0008 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 477.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |